Multiple Cause Model with autocorrelated errors. A gain in efficiency analysis

Keshab Shrestha

Research output: Contribution to journalArticleResearchpeer-review

Abstract

Here a maximum likelihood estimation technique is derived for the Multiple Cause Model (MCM) with first degree autocorrelated errors. Then the gain in efficiency achieved by increasing one more indicator to the system is analysed.

Original languageEnglish
Pages (from-to)257-262
Number of pages6
JournalEconomics Letters
Volume23
Issue number3
DOIs
Publication statusPublished - 1987
Externally publishedYes

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